+153.7%
ACN vs MSI
+670.3%
-516.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +1.6% | +7.4% | -5.9% | -2.3% |
| 30D | +24.6% | +18.7% | +5.9% | +13.8% |
| 3M | +46.2% | +14.5% | +31.7% | +36.2% |
| 6M | +46.2% | +38.1% | +8.1% | +23.2% |
| YTD | -0.9% | +38.7% | -39.6% | -18.2% |
| 1Y | +8.8% | +35.4% | -26.7% | -9.1% |
| 3Y | -14.3% | +75.1% | -89.4% | -40.0% |
| 5Y | -22.6% | +126.4% | -149.0% | -54.1% |
| 10Y | +153.7% | +671.4% | -517.7% | -9.5% |
| All | +153.7% | +670.3% | -516.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling